S7XE.DE vs. LYPD.DE
S7XE.DE (Invesco EURO STOXX Optimised Banks UCITS ETF) and LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) are both Financials Equities funds - S7XE.DE tracks the EURO STOXX® Optimised Banks while LYPD.DE tracks the MSCI World Financials. Both are passively managed. Over the past 10 years, S7XE.DE returned 14.41%/yr vs 11.83%/yr for LYPD.DE. A 0.69 correlation means they provide meaningful diversification when combined. Both charge a 0.30% expense ratio.
Performance
S7XE.DE vs. LYPD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, S7XE.DE achieves a 4.99% return, which is significantly higher than LYPD.DE's 0.92% return. Over the past 10 years, S7XE.DE has outperformed LYPD.DE with an annualized return of 14.41%, while LYPD.DE has yielded a comparatively lower 11.83% annualized return.
S7XE.DE
- 1D
- 1.09%
- 1M
- 2.40%
- YTD
- 4.99%
- 6M
- 12.49%
- 1Y
- 36.30%
- 3Y*
- 44.23%
- 5Y*
- 28.00%
- 10Y*
- 14.41%
LYPD.DE
- 1D
- 1.87%
- 1M
- 1.06%
- YTD
- 0.92%
- 6M
- 4.40%
- 1Y
- 12.40%
- 3Y*
- 20.69%
- 5Y*
- 12.81%
- 10Y*
- 11.83%
S7XE.DE vs. LYPD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
S7XE.DE Invesco EURO STOXX Optimised Banks UCITS ETF | 4.99% | 86.82% | 30.66% | 28.83% | 0.46% | 39.15% | -23.11% | 18.12% | -32.15% | 14.80% |
LYPD.DE Amundi MSCI World Financials UCITS ETF EUR Acc | 0.92% | 15.56% | 33.60% | 12.32% | -5.01% | 39.46% | -11.53% | 29.12% | -13.88% | 8.07% |
Correlation
The correlation between S7XE.DE and LYPD.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2011 | 0.69 |
The correlation between S7XE.DE and LYPD.DE shifts across timeframes, from 0.59 (3 years) to 0.71 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
S7XE.DE vs. LYPD.DE — Risk / Return Rank
S7XE.DE
LYPD.DE
S7XE.DE vs. LYPD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) and Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| S7XE.DE | LYPD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.26 | +0.94 |
| Martin ratioReturn relative to average drawdown | 6.92 | 3.81 | +3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| S7XE.DE | LYPD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.87 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.08 | 0.77 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.63 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.58 | -0.34 |
Drawdowns
S7XE.DE vs. LYPD.DE - Drawdown Comparison
The maximum S7XE.DE drawdown since its inception was -65.33%, which is greater than LYPD.DE's maximum drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for S7XE.DE and LYPD.DE.
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Drawdown Indicators
| S7XE.DE | LYPD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.33% | -42.19% | -23.14% |
Max Drawdown (1Y)Largest decline over 1 year | -17.42% | -9.63% | -7.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.82% | -20.02% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -35.42% | -20.02% | -15.40% |
Max Drawdown (10Y)Largest decline over 10 years | -63.10% | -42.19% | -20.91% |
Current DrawdownCurrent decline from peak | -2.02% | -1.02% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -23.01% | -7.01% | -16.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.54% | 3.20% | +2.34% |
Volatility
S7XE.DE vs. LYPD.DE - Volatility Comparison
Invesco EURO STOXX Optimised Banks UCITS ETF (S7XE.DE) has a higher volatility of 6.10% compared to Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) at 3.44%. This indicates that S7XE.DE's price experiences larger fluctuations and is considered to be riskier than LYPD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S7XE.DE | LYPD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 3.44% | +2.66% |
Volatility (6M)Calculated over the trailing 6-month period | 19.27% | 10.35% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.08% | 13.94% | +10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.60% | 16.53% | +9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.66% | 18.69% | +9.97% |
S7XE.DE vs. LYPD.DE - Expense Ratio Comparison
Both S7XE.DE and LYPD.DE have an expense ratio of 0.30%.
Dividends
S7XE.DE vs. LYPD.DE - Dividend Comparison
Neither S7XE.DE nor LYPD.DE has paid dividends to shareholders.
Frequently Asked Questions
S7XE.DE and LYPD.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
S7XE.DE and LYPD.DE have the same expense ratio: 0.30% per year.
S7XE.DE tracks EURO STOXX® Optimised Banks, while LYPD.DE tracks MSCI World Financials. They also come from different issuers: Invesco and Amundi.
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